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排序方式: 共有107条查询结果,搜索用时 15 毫秒
1.
This paper presents some powerful omnibus tests for multivariate normality based on the likelihood ratio and the characterizations of the multivariate normal distribution. The power of the proposed tests is studied against various alternatives via Monte Carlo simulations. Simulation studies show our tests compare well with other powerful tests including multivariate versions of the Shapiro–Wilk test and the Anderson–Darling test. 相似文献
2.
This article discusses the consistent estimation of the parameters in a linear measurement error model when stochastic linear restrictions on regression coefficients are available. We propose some methodologies to obtain the consistent estimation when either the covariance matrix of the measurement errors or the reliability matrix of independent variables is known. Their finite- and large-sample properties are derived with not necessarily normal errors. A Monte Carlo simulation is carried out to study the the finite properties of the estimators. 相似文献
3.
We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence of [Formula: See Text] at a fixed point t if the density has a negative derivative at t. The same rate is obtained by a kernel estimator of bandwidth [Formula: See Text], but the limit distributions are different. If the density is both differentiable at t and known to be monotone, then a third estimator is obtained by isotonization of a kernel estimator. We show that this again attains the rate of convergence [Formula: See Text], and compare the limit distributions of the three types of estimators. It is shown that both isotonization and smoothing lead to a more concentrated limit distribution and we study the dependence on the proportionality constant in the bandwidth. We also show that isotonization does not change the limit behaviour of a kernel estimator with a bandwidth larger than [Formula: See Text], in the case that the density is known to have more than one derivative. 相似文献
4.
Employing certain generalized random permutation models and a general class of linear estimators of a finite population mean, it is shown that many of the conventional estimators are “optimal” in the sense of minimum average mean square error. Simple proofs are provided by using a well-known theorem on UMV estimation. The results also cover certain simple response error situations. 相似文献
5.
V.K. Srivastava 《Journal of statistical planning and inference》1982,6(3):297-299
This paper presents a class of estimators for the mean of a normal population and determines the conditions on characterizing scalars under which the class of estimators uniformly dominates over the conventional sample mean according to the mean-square-error criterion. 相似文献
6.
Moving Extremes Ranked Set Sampling (MERSS) is a useful modification of Ranked Set Sampling (RSS). Unlike RSS, MERSS allows
for an increase of set size without introducing too much ranking error. The method is considered parametrically under exponential
distribution. Maximum likelihood estimator (MLE), and a modified MLE are considered and their properties are studied. The
method is studied under both perfect and imperfect ranking (with error in ranking). It appears that these estimators can be
real competitors to the MLE using the usual simple random sampling (SRS). 相似文献
7.
Debasis Kundu 《统计学通讯:理论与方法》2013,42(12):3793-3803
The non-linear regression model, when the parameters are complex valued is considered here. Jennrich(1969) considered the non-linear regression model when the parameters are real valued. He first rigorously proved the existence of the least square estimator and showed its consistency properties and asymptotic normality. In this paper we generalise the idea for the com-plex parameters case. Large sample properties of the proposed estimator has been studied. 相似文献
8.
A probability distribution function F is said to be symmetric when 1 ‐ F(x) ‐ F(‐x) = 0 for all x∈ R. Given a sequence of alternatives contiguous to a certain symmetric F0, the authors are concerned with testing for the null hypothesis of symmetry. The proposed tests are consistent against any nonsymmetric alternative, and their power with respect to the given sequence can easily be optimized. The tests are constructed by means of transformed empirical processes with an adequate selection of the underlying isometry, and the optimum power is obtained by suitably choosing the score functions. The test statistics are very easy to compute and their asymptotic distributions are simple. 相似文献
9.
10.
《统计学通讯:理论与方法》2013,42(7):1123-1136
ABSTRACT Let {yt } be a Poisson-like process with the mean μ t which is a periodic function of time t. We discuss how to fit this type of data set using quasi-likelihood method. Our method provides a new avenue to fit a time series data when the usual assumption of stationarity and homogeneous residual variances are invalid. We show that the estimators obtained are strongly consistent and also asymptotically normal. 相似文献